If you want to get a tcpdump along with your test data (for analysis in Wireshark or a similar tool) there is now a checkbox in the advanced settings that lets you request one.

I try not to look at them when I can avoid it but sometimes you really do need to see the raw packet flow, particularly if you're trying to prove to a 3rd party that they are having issues (or if you're a 3rd party trying to disprove it).

I found the link to access tcpdump but that wouldn't work. It re-directs me to cloudshark with an error message:

Details: connect() timed out!
Please go back and try again, or contact CloudShark Support for assistance.
The tcpdump file has an extension .cap which i cannot open with few popular text editors. Tried to download the file and access it.

You can't read packet captures directly - they are a binary format. You need something like wireshark though if you're not already familiar with reading packet captures you're in for quite a learning curve (I highly recommend learning it though).

Not sure what happened with the cloudshark request - possibly a short-term outage. They basically provide a hosted version of wireshark.